Shion is Mion's twin, that appears for the first time in Watanagashi-hen, and has an arc totally dedicated to her Hinamizawa Syndrome, it's called Meakashi-hen.
It's there that we know a lot of things about Shion.
She was expelled from Sonozakis because a couple of twins can't exist in that family, only one person can be the head of it, and the chosen is Mion, that is the older sister.

MEAKASHI-HEN

Shion always lived confined in a college called St. Lucia Academy, where she was totally alone, without a single friends. She was very jelous about Mion's life, and many times she asked to herself how her life could be if the twin and her should be at the place of the other one.
But she isn't a depressed person, she's very strong and energic, so she decides to face life even without the agreement of her parent.

Shion leaves the college and goes to live in the city beside Hinamizawa.
Thanks to the uncle she finds a job in order to mainatin herself and it's there that she meet the person that totally changes her life: Houjou Satoshi.

Shion falls in love with him since the first moment, and it's discussion about him with Mion that she knows that Satoshi and her sister are classmates. Since she really like him, she asks to Mion to let her to go at the school instead of her, pretend to be Mion.
This is the way in which Shion can stay together with Satoshi all the day, and thanks to her sister her desire to be loved becomes much for real than a dream.

Satoshi is quiet and kind, a person that have to be encouraged, and Shion is his perfect match. They share everything and he finds the courage to explain to her the problems with his little sister Satoko and the tragedy of their parents.
Shion thinks that really she could be happy with him but she starts to hate Satoko because of her weakness and the night of the Watanagashi Satoshi disappears withouth leaving a sign, the same night in which the aunt of Satoshi and Satoko is killed.
Shion realizes at once that the killer must be Satoshi, because one day ago he told to her to take care of Satoko for him, not only for the Watanagashi night, but forever.
She remains very touched by these words, but the can't believe that he could leave his beloved sister and her in order to disappear.

Luckily, she finds Satoshi in front of a Toys Store and he explains to her that there's a pluchie that Satoko likes, and he's working hardly in order to buy it for her. Shion tries to encourage him again, but this time Satoshi isn't quiet and smily more, he is strange. Nervous, pale, with the head on the clouds.
Oishi and the police starts to stalk him as suspected n.1, but Shion cretes an halibi for him saying that they were together the night of Watanagashi.

She saves him for one time, but Sonozaki's family find her and decide for e punishment. Three of her nails have to be splitted, one nail for one sin.
Since the grand-mother (called by her oni-baba) hated the Houjous, Shion thought that one nail would be for Satoshi, one for Kasai that helped her and one for the uncle that left her to work in his store.
Mion is who thust her to endure the punishment, and even if Shion is dying for the pain, she continues to splitt off her nails.

After that day she doesn't see Satoshi more, and she perceives it as a betrayal of the grand-mother and the family, that killed him instead of his rescue.

Here starts a series of killing that Shion makes in order to find Satoshi in a first time, and after months and months in which he's always disappeared, she starts to think that he's rellay dead and Mion's words aren't sufficient to convince her of the innocence of the Sonozaki family in his sparition.

Is killing her oni-baba, her sister and a lot of other persons that she understands that Satoshi could never turn to her, and the most important and grave thing is that she kills Satoko instead of takes care of her, as Satoshi asked as last wish before desappearing.
Shion always thought as her as the cause of Satoshi's problems and disappear, so losing her head, she kills the little girl without esitation, torturing her with a knife.

When she realizes the true, that Satoshi desired the opposite thing, she totally becomes mad, and tries to kill even Keiichi, that she considers, for a lor of sides and aspects, like a fake-Satoshi that now wants to stole his place.

In an attachment of lunacy shecome off the wall of her apartement and she dies, thinking of a world in which she would take care of Satoko and Satoshi could turn back to them.

OTHER ARCS: KAI & REI

After Meakashi-hen, there are a lot of arcs included in Higurashi no Naku Koro Ni Kai, where we know an important component of the story, that changes Shion's attitude.

In Watanagashi-hen we find a mad Mion that kills Keiichi because he gave the doll won to Rena and not to Mion, that he considers a tomboy.
Afterwards we find that the person that commits the killings isn't Mion but Shion that changes herself with the sister.
The reason is that Mion had to said to the sister that she really could chosen for the doll, but Keiichi prefered Rena, and she thought that it could be because she isn't girlish like her.
Shion decides to punish Keiichi and kill him in order to get revenge for the sister.
In the other arcs that fate is different and Keiichi chose Mion for the doll, so Shion doesn't become mad and her tragedy is skip out.
In the last arc of the first series she decides to kill her uncle as Satoshi did with their aunt the precedent year, but Keiichi stops her to become a killer and this another thing that save Shion's main from madness (even if at the end she's killed by Takano).

In Higurashi no Naku Kori Ni Kai and Rei she isn't a major character. She takes care of Satoko as Satoshi asked and is waiting for him.
She have a moajor role in Kai because in the last couple of episodes Irie shows to her the real location of Satoshi, that is in a coma because of the Hinamizawa's Syndrome. The doctor explains to Shion that Satoshi is fight in order to turn back to Satoo and her and she have to wait for him if she wants to see him again.
In Rei she did a little apparition that isn't important.
In the last part of the story she asks to Keiichi to say to Mion that if she could reborn in another life, she absolutely want to be her twin sister.
This is absolutely, ABSOLUTELY the thing that I prefer, because Shion's feelings for Mion are so strong that we can understand that even if she always said that she could be another person, the truth is that she wanted to stay with her.

MANGA

Meakashi-hen is her own manga and it was realized some years ago, in 2007.
It's very deep and complete, looking at it we can know a lot of things about her and Satoshi and understand better what's in the anime series is censured.
It's really romantic and touching, every arc is realized with nice drawing and intense dialogues.
Unluckily, the end is the proper of the arc, Shion's death...
Anyway it's very great and who loves Shion and Satoshi have to read it! If you're interested, please, have a look.

GAMES & DRAMA CDs

Two drama cds for Shion and Mion and songs for them that explain their feelings.
Obviously, it's another kind of drama that explains better Shion's feelings and days and it's Yours, a collection of melodies and Shion's version of "Dear by You", called Conffesion.
The cover shows us Satoshi that is awaken and Shion that cries tears of happiness and surprise. Also, the Version for PS2 of Higurashi contains the final images about them together and Satoko with her bear plushie, so there we can see the happy ending that we all are waiting for Shion. :)